Those are words Howard Stern doesn't say very often. He, after all, knows everything, and he'll remind you of that on KEDJ-FM (The Edge) in Phoenix for four hours every day--four hours of pissing on and pissing off, four hours of taunting the government, four hours of roasting sacred cows and feeding the charred flesh to his ravenous audience. He knows how to make millions and still come off as the Everyschmuck, the lonely suburbanite who's still dying to be part of an entertainment community that views him as the vulgar outsider. He knows how to befriend mayors and governors and Donald Trump . . . and Crackhead Bob.

But as he sits in a suite at the Four Seasons Hotel in Beverly Hills for the first of two interview sessions with New Times, Stern struggles to comprehend why he's still on the radio after almost two decades. The man, looking uncharacteristically dapper in a black suit, a black-and-white-checked shirt and two-tone spats, can't find the answer in his hip pocket this afternoon.

"I'm tired of getting up at four in the morning," he says, looking almost as exhausted as he says he is. "I do have a passion for radio still. That's why I signed another contract. And I'm still frustrated that I'm not in every city in the country. It disturbs me that guys get credit for shit that I've done."

What about the money? Stern's annual net is estimated in the low to middle eight figures: He's currently heard in 35 markets around the country, each of which pays him hundreds of thousands of dollars a year for the right to air his show. His two books, 1993's Private Parts and 1995's Miss America, were best sellers for months; he sold his first book to Paramount Pictures for more than $1 million. His New Year's Eve pay-per-view special grossed about $16 million in early 1994.

And now, his first real foray into the world of Hollywood, the autobiographical film Private Parts (opening March 7 in Phoenix), is likely to become a blockbuster--even if it doesn't transcend the cult.

But Stern shakes his head, dismissing the money as only the wealthy can. "I really don't have an answer for you," he says. "I don't think it's the economics of it that drive me anymore. I always thought that was the reason, but I knew deep down in my mind that it wasn't. I got into radio at $96 a week, and when I got $150 a week, I said, 'This is fine. I know I can live.' It just didn't matter to me as long as I was on the radio.

"I always thought it was about proving to my father I wasn't an idiot. But I think I've done that. So why am I still doing it? I don't know. I just like it. Maybe that's it. Maybe I love doin' it. I don't know. I don't know what it is . . ." And so on.

Who is Howard Stern? He's both the self-hating demagogue and caring father, husband and son; he's the brilliant loudmouth on the radio and the shrinking figure who hides in his basement once the "On the Air" light is dimmed--like an actor once he puts down the script. He's funny, thoughtful, honest, guarded, self-deprecating, arrogant, terrified. He's a 43-year-old Jewish boy from Long Island, New York, who became a media myth by talking about his dick and by figuring out how to say racist things and not be a racist. He's miserable all the time, growing more pathetic the richer and more famous he becomes. He's scared of failing, more fearful of succeeding. He's a mama's boy who sends his daughters (ages 13, 10 and 4) to Hebrew school, and just like any sexually frustrated middle-aged man who has been married for 20 years to the same woman, he goes to topless bars to blow off steam.

On the eve of the release of his first movie, Howard Stern is still not taken seriously--not as the man who wrested morning radio from the clammy hands of blithering Zookeepers, not as the savvy broadcasting businessman who proved a morning show could be nationally syndicated and profitable by the millions, not as a best-selling author, and sure as hell not as a movie star poised to make Paramount Pictures a lot of money.

The self-proclaimed King of All Media (which might not be such an arrogant claim anymore) is still regarded as a goof, the accidental celebrity who panders to the lowest common denominator and makes one hell of a living out of saying "penis" for four hours a day. He's written off as a juvenile, racist, sexist, monomaniacal son of a bitch who likes to jerk off and dreams of cheating on his old lady--especially by those who have never listened to the show. And so Stern is not defended by journalists or his fellow broadcasters when the Federal Communications Commission levies millions of dollars of fines against him and his bosses at Infinity Broadcasting.